The key to this simple, but delicious banana pudding is the homemade vanilla custard, which sets up to the perfect consistency. It's not too thick, but not too thin. The addition of a small amount of heavy cream also gives the custard a luscious texture with just the right amount of richness.
Whisk 1/4 cup sugar, the cornstarch and egg yolks in a large bowl to make a paste. Combine the milk, 1/2 cup each heavy cream and sugar and the salt in a medium saucepan and bring to a simmer over medium heat. Slowly pour the hot milk mixture into the egg yolk mixture while whisking. Return the mixture to the saucepan and bring to a boil over medium heat. Boil, whisking constantly, until smooth and thickened, about 3 minutes. Remove from the heat and whisk in the butter and vanilla. Set the pudding aside to cool slightly, about 10 minutes.
Spread 1/2 cup pudding in a 2-quart baking dish. Layer about one-third of the banana slices on top, followed by half of the cookies and a heaping cup of the pudding. Top with another one-third of the banana slices and another heaping cup of pudding, then top with the remaining banana slices, cookies and pudding. Cover with plastic wrap and refrigerate 6 hours or overnight.
When ready to serve, beat the remaining 1 cup heavy cream and 2 tablespoons sugar in a medium bowl with a mixer on medium-high speed until stiff peaks form, about 2 minutes. Spread on top of the pudding. Top with crushed cookies.